Mathew, Thomas; Nordström, Kenneth - In: Journal of Multivariate Analysis 61 (1997) 1, pp. 129-143
For a normally distributed random matrixYwith a general variance-covariance matrix[Sigma]Y, and for a nonnegative definite matrixQ, necessary and sufficient conditions are derived for the Wishartness ofY'QY. The conditions resemble those obtained by Wong, Masaro, and Wang (1991,J. Multivariate...